Roberto Renò
Roberto Renò publishes mostly in Finance, Economics and Econometrics and General Economics, Econometrics and Finance, on topics such as Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis and Stochastic processes and financial applications.
- World rank
- #417,404 of 7,710,434 ranked researchers
- Rank in Italy
- #11,269 of 242,206
- Works
- 150
- Citations
- 3.4k
- Citations per work
- 22.7
What does Roberto Renò research?
Roberto Renò's work is mostly in Economics, Econometrics and Finance (64%), Physics and Astronomy (3%), Decision Sciences (3%).
Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.
The fields and subfields, with their numbers
- Social Sciences10167.5%
- Everything else4027.0%
- Physical Sciences85.5%
- Physics and Astronomy53.1%
- Engineering42.4%
- 1Finance38% of their works
- 2Economics and Econometrics22% of their works
- 3General Economics, Econometrics and Finance5% of their works
- 4Atomic and Molecular Physics, and Optics3% of their works
- 5Management Science and Operations Research3% of their works
- 6Mechanical Engineering2% of their works
Research topics
- Financial Risk and Volatility Modeling
- Complex Systems and Time Series Analysis
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Market Dynamics and Volatility
- Monetary Policy and Economic Impact
- Credit Risk and Financial Regulations
- Banking stability, regulation, efficiency
Which keywords describe Roberto Renò's research?
The keywords of their largest research topics: GARCH Models, Monetary Policy, Volatility, Econophysics, Multifractal Analysis, Option Pricing, Stochastic Calculus and Asset Pricing.
- Finance
- Default Risk
- Liquidity
- Economic Growth
- Economic Policy Uncertainty
- Asset Pricing
- Option Pricing
- Econophysics
- Monetary Policy
- GARCH Models
- Volatility
- Multifractal Analysis
- Stochastic Calculus
- Stock Returns
- Oil Price Shocks
- Fiscal Policy
- Credit Spread Changes
- Banking
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 18 words, with their numbers
- GARCH Models531 topic
- Monetary Policy533 topics
- Volatility531 topic
- Econophysics491 topic
- Multifractal Analysis491 topic
- Option Pricing491 topic
- Stochastic Calculus491 topic
- Asset Pricing331 topic
- Stock Returns331 topic
- Economic Policy Uncertainty271 topic
- Oil Price Shocks271 topic
- Economic Growth191 topic
- Fiscal Policy191 topic
- Liquidity162 topics
- Credit Spread Changes91 topic
- Default Risk91 topic
- Banking71 topic
- Finance71 topic
Where does Roberto Renò work?
Roberto Renò's main affiliation in the publication record is University of Siena, Italy.
How many publications and citations does Roberto Renò have?
OpenAlex counts 150 works and 3,400 citations for Roberto Renò, an h-index of 29, ranking #417,404 of 7,710,434 researchers worldwide on the quality score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.
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